Chief Compliance Officer

0001420506-23-001122.txt : 20230515 0001420506-23-001122.hdr.sgml : 20230515 20230515115943 ACCESSION NUMBER: 0001420506-23-001122 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230515 DATE AS OF CHANGE: 20230515 EFFECTIVENESS DATE: 20230515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DeepCurrents Investment Group LLC CENTRAL INDEX KEY: 0001754535 IRS NUMBER: 813860813 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-19350 FILM NUMBER: 23919989 BUSINESS ADDRESS: STREET 1: 546 FIFTH AVE, 20TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: 646-490-3260 MAIL ADDRESS: STREET 1: 546 FIFTH AVE, 20TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10036 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE false true false 0001754535 XXXXXXXX 03-31-2023 03-31-2023 false DeepCurrents Investment Group LLC

546 FIFTH AVE, 20TH FLOOR NEW YORK NY 10036

13F HOLDINGS REPORT 028-19350 000288159 801-110457 N Suzanne Horowitz Chief Compliance Officer 646-494-8187 Suzanne Horowitz, Chief Compliance Officer NEW YORK NY 05-15-2023 1 286 2566788088 false 1 0001454027 028-13309 Verition Fund Management LLC INFORMATION TABLE 2 Form13F_InfoTable.xml INFORMATION TABLE FOR DEEPCURRENTS INVESTMENT GROUP LLC (6086) 2U INC NOTE 2.250% 5/0 90214JAB7 5461912 6931000 PRN OTR 1 0 6931000 0 2U INC NOTE 2.250% 5/0 90214JAB7 12417161 15757000 PRN SOLE 15757000 0 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 7939049 9025000 PRN SOLE 9025000 0 0 8X8 INC NEW NOTE 4.000% 2/0 282914AE0 3075337 3496000 PRN OTR 1 0 3496000 0 AIRBNB INC NOTE 3/1 009066AB7 29181633 33283000 PRN SOLE 33283000 0 0 AIRBNB INC NOTE 3/1 009066AB7 14004562 15976000 PRN OTR 1 0 15976000 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 2645475 3149000 PRN OTR 1 0 3149000 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 6755236 8073000 PRN SOLE 8073000 0 0 ALLY FINL INC COM 02005N100 2599980 1020 SH Put SOLE 1020 0 0 ALLY FINL INC COM 02005N100 1223520 480 SH Put OTR 1 0 480 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 103297 10177 SH OTR 1 0 10177 0 ALPHA HEALTHCARE ACQU CORP I CLASS A COM 02073F104 251953 24823 SH SOLE 24823 0 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 17923282 16778000 PRN SOLE 16778000 0 0 ALPHATEC HLDGS INC NOTE 0.750% 8/0 02081GAB8 8783242 8222000 PRN OTR 1 0 8222000 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 10074628 10778000 PRN SOLE 10778000 0 0 ALTERYX INC NOTE 0.500% 8/0 02156BAD5 4330650 4633000 PRN OTR 1 0 4633000 0 AMYRIS INC NOTE 1.500%11/1 03236MAJ0 6058390 20891000 PRN SOLE 20891000 0 0 AMYRIS INC NOTE 1.500%11/1 03236MAJ0 2799950 9655000 PRN OTR 1 0 9655000 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 6135508 5535000 PRN SOLE 5535000 0 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 2732435 2465000 PRN OTR 1 0 2465000 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 613386 675000 PRN SOLE 675000 0 0 ARTIVION INC NOTE 4.250% 7/0 228903AB6 295334 325000 PRN OTR 1 0 325000 0 ATLANTICA SUSTAINABLE INFR P SHS G0751N103 322204 109 SH Put SOLE 109 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 11352453 11696000 PRN SOLE 11696000 0 0 AURORA CANNABIS INC NOTE 5.500% 2/2 05156XAG3 5359575 5497000 PRN OTR 1 0 5497000 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 1422523 1682000 PRN OTR 1 0 1682000 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 3229009 3818000 PRN SOLE 3818000 0 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 2785196 11250000 PRN OTR 1 0 11250000 0 BEYOND MEAT INC NOTE 3/1 08862EAB5 7141984 28848000 PRN SOLE 28848000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 43781685 36470000 PRN SOLE 36470000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 18823605 15680000 PRN OTR 1 0 15680000 0 BILL HOLDINGS INC NOTE 12/0 090043AB6 36521827 39680000 PRN SOLE 39680000 0 0 BILL HOLDINGS INC NOTE 12/0 090043AB6 17171999 18649000 PRN OTR 1 0 18649000 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 5442815 55973 SH OTR 1 0 55973 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 13395782 137760 SH SOLE 137760 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 4774484 491 SH Call SOLE 491 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 991848 102 SH Put OTR 1 0 102 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 2411552 248 SH Put SOLE 248 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1983696 204 SH Call OTR 1 0 204 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 5668629 5177000 PRN SOLE 5177000 0 0 BLACKLINE INC NOTE 0.125% 8/0 09239BAB5 2434105 2223000 PRN OTR 1 0 2223000 0 BLOCK INC NOTE 5/0 852234AJ2 16170102 19727000 PRN SOLE 19727000 0 0 BLOCK INC NOTE 5/0 852234AJ2 7641879 9273000 PRN OTR 1 0 9273000 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 14492296 15136000 PRN OTR 1 0 15136000 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 30830596 32200000 PRN SOLE 32200000 0 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 12893357 9367000 PRN OTR 1 0 9367000 0 BLOOM ENERGY CORP NOTE 2.500% 8/1 093712AH0 27432969 19930000 PRN SOLE 19930000 0 0 BOOKING HOLDINGS INC COM 09857L108 7649550 2884 SH OTR 1 0 2884 0 BOOKING HOLDINGS INC COM 09857L108 17787061 6706 SH SOLE 6706 0 0 BOX INC NOTE 1/1 10316TAB0 12190824 10434000 PRN SOLE 10434000 0 0 BOX INC NOTE 1/1 10316TAB0 5729711 4904000 PRN OTR 1 0 4904000 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 15761111 24811000 PRN SOLE 24811000 0 0 BRIDGEBIO PHARMA INC NOTE 2.250% 2/0 10806XAD4 6698044 10544000 PRN OTR 1 0 10544000 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 5178710 4897000 PRN SOLE 4897000 0 0 CERENCE INC NOTE 3.000% 6/0 156727AB5 2435485 2303000 PRN OTR 1 0 2303000 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 3653614 4072000 PRN OTR 1 0 4072000 0 CERIDIAN HCM HLDG INC NOTE 0.250% 3/1 15677JAD0 7773800 8664000 PRN SOLE 8664000 0 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 5187966 2379000 PRN SOLE 2379000 0 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 2442422 1120000 PRN OTR 1 0 1120000 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 32294301 25390000 PRN SOLE 25390000 0 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 13889476 10920000 PRN OTR 1 0 10920000 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 1519714 1419000 PRN SOLE 1419000 0 0 COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 606172 566000 PRN OTR 1 0 566000 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 9806568 8766000 PRN OTR 1 0 8766000 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 20857136 18644000 PRN SOLE 18644000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 22723673 21048000 PRN SOLE 21048000 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 11144277 10314000 PRN OTR 1 0 10314000 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 170329399 60192000 PRN SOLE 60192000 0 0 DEXCOM INC COM 252131107 6262102 539 SH Call SOLE 539 0 0 DEXCOM INC NOTE 0.750%12/0 252131AH0 65868556 23277000 PRN OTR 1 0 23277000 0 DEXCOM INC COM 252131107 2451398 211 SH Call OTR 1 0 211 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 2416148 4716000 PRN OTR 1 0 4716000 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 5140719 10034000 PRN SOLE 10034000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 6073375 11345000 PRN SOLE 11345000 0 0 DISH NETWORK CORPORATION NOTE 12/1 25470MAF6 2491984 4655000 PRN OTR 1 0 4655000 0 DOCUSIGN INC NOTE 1/1 256163AD8 5732476 5996000 PRN OTR 1 0 5996000 0 DOCUSIGN INC NOTE 1/1 256163AD8 14714565 15391000 PRN SOLE 15391000 0 0 DROPBOX INC NOTE 3/0 26210CAD6 1767621 2035000 PRN OTR 1 0 2035000 0 DROPBOX INC NOTE 3/0 26210CAC8 2885172 3225000 PRN OTR 1 0 3225000 0 DROPBOX INC NOTE 3/0 26210CAD6 4312648 4965000 PRN SOLE 4965000 0 0 DROPBOX INC NOTE 3/0 26210CAC8 7038925 7868000 PRN SOLE 7868000 0 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 17355526 14582000 PRN SOLE 14582000 0 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 7638716 6418000 PRN OTR 1 0 6418000 0 ENPHASE ENERGY INC COM 29355A107 1086937 5169 SH SOLE 5169 0 0 ENPHASE ENERGY INC COM 29355A107 510560 2428 SH OTR 1 0 2428 0 EURONET WORLDWIDE INC COM 298736109 2628195 23487 SH SOLE 23487 0 0 EURONET WORLDWIDE INC COM 298736109 1023102 9143 SH OTR 1 0 9143 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 17865783 17267000 PRN SOLE 17267000 0 0 EVENTBRITE INC NOTE 5.000%12/0 29975EAB5 8397447 8116000 PRN OTR 1 0 8116000 0 EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8 2347091 1312000 PRN OTR 1 0 1312000 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 11746584 9874000 PRN OTR 1 0 9874000 0 EVOLENT HEALTH INC NOTE 3.500%12/0 30050BAF8 5329255 2979000 PRN SOLE 2979000 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 23976165 20154000 PRN SOLE 20154000 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 447680 320 SH Put OTR 1 0 320 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 223840 160 SH Call OTR 1 0 160 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 1426980 1020 SH Call SOLE 1020 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 2116791 2270000 PRN OTR 1 0 2270000 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 4504009 4830000 PRN SOLE 4830000 0 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 3101784 7218000 PRN SOLE 7218000 0 0 FUBOTV INC NOTE 3.250% 2/1 35953DAB0 1241917 2890000 PRN OTR 1 0 2890000 0 GOAL ACQUISITIONS CORP *W EXP 02/11/202 38021H115 144687 14185 SH Call SOLE 14185 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 1248724 4748 SH Put SOLE 4748 0 0 GOL LINHAS AEREAS INTELIGENT SPON ADR PFD NEW 38045R206 499437 1899 SH Put OTR 1 0 1899 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 16318034 17982000 PRN SOLE 17982000 0 0 GOPRO INC NOTE 1.250%11/1 38268TAD5 7602742 8378000 PRN OTR 1 0 8378000 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 3003355 10633000 PRN OTR 1 0 10633000 0 GOSSAMER BIO INC NOTE 5.000% 6/0 38341PAA0 6984287 24727000 PRN SOLE 24727000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 24991214 24072000 PRN SOLE 24072000 0 0 GUESS INC NOTE 2.000% 4/1 401617AD7 9741299 9383000 PRN OTR 1 0 9383000 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 5793576 6824000 PRN OTR 1 0 6824000 0 HAEMONETICS CORP MASS NOTE 3/0 405024AB6 11821516 13926000 PRN SOLE 13926000 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 145240 13952 SH OTR 1 0 13952 0 HEARTLAND MEDIA ACQUISITION *W EXP 99/99/999 42237V116 186193 17886 SH Call SOLE 17886 0 0 HEARTLAND MEDIA ACQUISITION CL A COM 42237V108 372397 35773 SH SOLE 35773 0 0 HESKA CORP NOTE 3.750% 9/1 42805EAB4 4201782 3198000 PRN OTR 1 0 3198000 0 HESKA CORP NOTE 3.750% 9/1 42805EAB4 8936998 6802000 PRN SOLE 6802000 0 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 1556198 1645000 PRN OTR 1 0 1645000 0 IMAX CORP NOTE 0.500% 4/0 45245EAJ8 848577 897000 PRN SOLE 897000 0 0 INSMED INC NOTE 0.750% 6/0 457669AB5 1412862 1808000 PRN OTR 1 0 1808000 0 INSMED INC NOTE 0.750% 6/0 457669AB5 2885113 3692000 PRN SOLE 3692000 0 0 INTEL CORP COM 458140100 1045440 320 SH Call OTR 1 0 320 0 INTEL CORP COM 458140100 2221560 680 SH Call SOLE 680 0 0 INVESCO QQQ TR UNIT SER 1 46090E103 20539520 640 SH Put OTR 1 0 640 0 INVESCO QQQ TR UNIT SER 1 46090E103 43646480 1360 SH Put SOLE 1360 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 50411733 54632000 PRN SOLE 54632000 0 0 IONIS PHARMACEUTICALS INC NOTE 0.125%12/1 462222AB6 20545974 22266000 PRN OTR 1 0 22266000 0 IQIYI INC NOTE 2.000% 4/0 46267XAD0 16538769 16571000 PRN OTR 1 0 16571000 0 IQIYI INC NOTE 2.000% 4/0 46267XAD0 35186428 35255000 PRN SOLE 35255000 0 0 ISHARES SILVER TR ISHARES 46428Q109 4514692 2041 SH Call SOLE 2041 0 0 ISHARES SILVER TR ISHARES 46428Q109 2121308 959 SH Call OTR 1 0 959 0 ISHARES TR CHINA LG-CAP ETF 464287184 318924 108 SH Put OTR 1 0 108 0 ISHARES TR CHINA LG-CAP ETF 464287184 720532 244 SH Call SOLE 244 0 0 ISHARES TR CHINA LG-CAP ETF 464287184 720532 244 SH Put SOLE 244 0 0 ISHARES TR 20 YR TR BD ETF 464287432 14923711 1403 SH Call SOLE 1403 0 0 ISHARES TR 20 YR TR BD ETF 464287432 6775769 637 SH Call OTR 1 0 637 0 ISHARES TR CHINA LG-CAP ETF 464287184 318924 108 SH Call OTR 1 0 108 0 KHOSLA VENTURES ACQUISITION CL A 482504107 128849 12707 SH OTR 1 0 12707 0 KHOSLA VENTURES ACQUISITION CL A 482504107 314269 30993 SH SOLE 30993 0 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 147571 14539 SH OTR 1 0 14539 0 KHOSLA VENTURES ACQUT CO III COM CL A 482506102 359929 35461 SH SOLE 35461 0 0 KNIGHTSWAN ACQUISITION CORP CL A COM 499103109 219058 21043 SH OTR 1 0 21043 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 280841 26978 SH Call SOLE 26978 0 0 KNIGHTSWAN ACQUISITION CORP CL A COM 499103109 561692 53957 SH SOLE 53957 0 0 KNIGHTSWAN ACQUISITION CORP *W EXP 99/99/999 499103117 109524 10521 SH Call OTR 1 0 10521 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 117280 11223 SH OTR 1 0 11223 0 LIV CAPITAL ACQUISITN CORP I *W EXP 02/07/202 G5510R113 225532 21582 SH Call SOLE 21582 0 0 LIV CAPITAL ACQUISITN CORP I CLASS A ORD SHS G5510R105 283453 28777 SH SOLE 28777 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 5410232 5534000 PRN SOLE 5534000 0 0 LIVE NATION ENTERTAINMENT IN NOTE 2.000% 2/1 538034AU3 2545488 2604000 PRN OTR 1 0 2604000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 16253493 6328000 PRN OTR 1 0 6328000 0 LIVENT CORP NOTE 4.125% 7/1 53814LAB4 34579762 13463000 PRN SOLE 13463000 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 14514005 13889000 PRN SOLE 13889000 0 0 MANNKIND CORP NOTE 2.500% 3/0 56400PAQ5 6348962 6111000 PRN OTR 1 0 6111000 0 MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2 2904273 7579000 PRN OTR 1 0 7579000 0 MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2 7452050 19421000 PRN SOLE 19421000 0 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 1484007 1592000 PRN OTR 1 0 1592000 0 MESA LABS INC NOTE 1.375% 8/1 59064RAA7 3538498 3796000 PRN SOLE 3796000 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 4163866 497 SH Call SOLE 497 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 2404654 28702 SH OTR 1 0 28702 0 MICROCHIP TECHNOLOGY INC. COM 595017104 6155484 73472 SH SOLE 73472 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 1616954 193 SH Call OTR 1 0 193 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 1534383 1690000 PRN OTR 1 0 1690000 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 3935829 4335000 PRN SOLE 4335000 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 1240015 2381000 PRN SOLE 2381000 0 0 MICROSTRATEGY INC NOTE 2/1 594972AE1 582771 1119000 PRN OTR 1 0 1119000 0 MOOLEC SCIENCE SA *W EXP 12/30/202 L64875112 66557 16313 SH Call SOLE 16313 0 0 MORINGA ACQUISITION CORP *W EXP 02/22/202 G6S23K124 145801 14183 SH Call SOLE 14183 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 563031 53956 SH SOLE 53956 0 0 MOTIVE CAPITAL CORP II *W EXP 99/99/999 G6293R114 187673 17985 SH Call SOLE 17985 0 0 MOTIVE CAPITAL CORP II CL A ORD G6293R106 219594 21044 SH OTR 1 0 21044 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 5375144 5598000 PRN OTR 1 0 5598000 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 11428181 11902000 PRN SOLE 11902000 0 0 NCL CORP LTD NOTE 2.500% 2/1 62886HBK6 6468440 8571000 PRN SOLE 8571000 0 0 NCL CORP LTD NOTE 2.500% 2/1 62886HBK6 2587829 3429000 PRN OTR 1 0 3429000 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 12925489 12982000 PRN SOLE 12982000 0 0 NEW RELIC INC NOTE 0.500% 5/0 64829BAB6 5167408 5190000 PRN OTR 1 0 5190000 0 NEW YORK CMNTY BANCORP INC COM 649445103 614720 680 SH Put SOLE 680 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 289280 320 SH Put OTR 1 0 320 0 NOVA LTD NOTE 10/1 66980MAB2 8090104 5563000 PRN OTR 1 0 5563000 0 NOVA LTD NOTE 10/1 66980MAB2 18813891 12937000 PRN SOLE 12937000 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 23852464 27620000 PRN SOLE 27620000 0 0 NOVOCURE LTD NOTE 11/0 67011XAB9 10726032 12380000 PRN OTR 1 0 12380000 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 3189020 3845000 PRN SOLE 3845000 0 0 NUTANIX INC NOTE 0.250%10/0 67059NAH1 1381760 1655000 PRN OTR 1 0 1655000 0 OAK STR HEALTH INC NOTE 3/1 67181AAB3 17922075 18195000 PRN SOLE 18195000 0 0 OAK STR HEALTH INC NOTE 3/1 67181AAB3 8426675 8555000 PRN OTR 1 0 8555000 0 OCCIDENTAL PETE CORP COM 674599105 249720 4000 SH SOLE 4000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 6664307 7382000 PRN SOLE 7382000 0 0 OKTA INC NOTE 0.125% 9/0 679295AD7 3275375 3618000 PRN OTR 1 0 3618000 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 5593348 7919000 PRN OTR 1 0 7919000 0 OMEROS CORP NOTE 5.250% 2/1 682143AG7 13978074 19790000 PRN SOLE 19790000 0 0 ON SEMICONDUCTOR CORP COM 682189105 1706494 20730 SH SOLE 20730 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 37849934 33481000 PRN SOLE 33481000 0 0 PAGERDUTY INC NOTE 1.250% 7/0 69553PAB6 18168105 16071000 PRN OTR 1 0 16071000 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 3558905 4421000 PRN OTR 1 0 4421000 0 PARATEK PHARMACEUTICALS INC NOTE 4.750% 5/0 699374AB0 8840000 11050000 PRN SOLE 11050000 0 0 PDD HOLDINGS INC NOTE 10/0 722304AB8 21817458 12188000 PRN OTR 1 0 12188000 0 PDD HOLDINGS INC NOTE 10/0 722304AB8 46416698 25930000 PRN SOLE 25930000 0 0 PEABODY ENGR CORP NOTE 3.250% 3/0 704551AD2 12218503 8001000 PRN SOLE 8001000 0 0 PEABODY ENGR CORP NOTE 3.250% 3/0 704551AD2 4885263 3199000 PRN OTR 1 0 3199000 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 641948 715000 PRN OTR 1 0 715000 0 PEGASYSTEMS INC NOTE 0.750% 3/0 705573AB9 1602626 1785000 PRN SOLE 1785000 0 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 3166786 3981000 PRN OTR 1 0 3981000 0 PERFICIENT INC NOTE 0.125%11/1 71375UAF8 6736878 8469000 PRN SOLE 8469000 0 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 3027771 3188000 PRN OTR 1 0 3188000 0 PROS HOLDINGS INC NOTE 1.000% 5/1 74346YAH6 6178059 6505000 PRN SOLE 6505000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 35331000 35331000 PRN SOLE 35331000 0 0 PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 15192000 15192000 PRN OTR 1 0 15192000 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 14792205 9593000 PRN OTR 1 0 9593000 0 REPLIGEN CORP NOTE 0.375% 7/1 759916AB5 34565003 22416000 PRN SOLE 22416000 0 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 854751 695000 PRN OTR 1 0 695000 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 2077229 1689000 PRN SOLE 1689000 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 24321363 23767000 PRN SOLE 23767000 0 0 ROYAL CARIBBEAN GROUP NOTE 4.250% 6/1 780153BB7 11674092 11408000 PRN OTR 1 0 11408000 0 SEA LTD NOTE 2.375%12/0 81141RAF7 9404611 7740000 PRN OTR 1 0 7740000 0 SEA LTD NOTE 1.000%12/0 81141RAD2 16141772 9182000 PRN OTR 1 0 9182000 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 379200 480000 PRN OTR 1 0 480000 0 SEA LTD NOTE 2.375%12/0 81141RAF7 17934373 14760000 PRN SOLE 14760000 0 0 SEA LTD NOTE 1.000%12/0 81141RAD2 34342140 19535000 PRN SOLE 19535000 0 0 SEA LTD NOTE 0.250% 9/1 81141RAG5 804385 1020000 PRN SOLE 1020000 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 2120448 256 SH Call OTR 1 0 256 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 4505952 544 SH Call SOLE 544 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 8744800 2720 SH Put SOLE 2720 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 4115200 1280 SH Put OTR 1 0 1280 0 SHAKE SHACK INC NOTE 3/0 819047AB7 1603443 2193000 PRN OTR 1 0 2193000 0 SHAKE SHACK INC NOTE 3/0 819047AB7 3643390 4983000 PRN SOLE 4983000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 3172116 2720000 PRN SOLE 2720000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 1499392 1280000 PRN OTR 1 0 1280000 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 12929180 14646000 PRN SOLE 14646000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 5182008 5862000 PRN OTR 1 0 5862000 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 12704585 13249000 PRN SOLE 13249000 0 0 SNAP INC NOTE 0.250% 5/0 83304AAD8 5048463 5293000 PRN OTR 1 0 5293000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 7493961 5764000 PRN OTR 1 0 5764000 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 18288957 14067000 PRN SOLE 14067000 0 0 SOUTHWEST AIRLS CO COM 844741108 9129585 280565 SH SOLE 280565 0 0 SOUTHWEST AIRLS CO COM 844741108 8229366 2529 SH Call SOLE 2529 0 0 SOUTHWEST AIRLS CO COM 844741108 3455748 1062 SH Call OTR 1 0 1062 0 SOUTHWEST AIRLS CO COM 844741108 3834091 117827 SH OTR 1 0 117827 0 SPDR GOLD TR GOLD SHS 78463V107 17589120 960 SH Call OTR 1 0 960 0 SPDR GOLD TR GOLD SHS 78463V107 37376880 2040 SH Call SOLE 2040 0 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 2914010 649 SH Put OTR 1 0 649 0 SPDR INDEX SHS FDS EURO STOXX 50 78463X202 6065990 1351 SH Put SOLE 1351 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 12802853 31273 SH SOLE 31273 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 5697481 13917 SH OTR 1 0 13917 0 SPDR SER TR S&P REGL BKG 78464A698 2057034 469 SH Put OTR 1 0 469 0 SPDR SER TR S&P REGL BKG 78464A698 4381614 999 SH Put SOLE 999 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 6368262 7431000 PRN SOLE 7431000 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 3058583 3569000 PRN OTR 1 0 3569000 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 6868016 6738000 PRN SOLE 6738000 0 0 STANDARD BIOTOOLS INC NOTE 5.250%12/0 34385PAF5 2815296 2762000 PRN OTR 1 0 2762000 0 STRATIM CLOUD ACQUISITION CO *W EXP 03/05/202 86309R115 120446 11820 SH Call SOLE 11820 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 12146506 17218000 PRN SOLE 17218000 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 5708534 8092000 PRN OTR 1 0 8092000 0 SUNRUN INC NOTE 2/0 86771WAB1 10213234 15257000 PRN SOLE 15257000 0 0 SUNRUN INC NOTE 2/0 86771WAB1 5004532 7476000 PRN OTR 1 0 7476000 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 11705049 11741000 PRN OTR 1 0 11741000 0 SUPERNUS PHARMACEUTICALS NOTE 0.625% 4/0 868459AD0 29261128 29351000 PRN SOLE 29351000 0 0 TECK RESOURCES LTD CL B 878742204 467200 128 SH Call OTR 1 0 128 0 TECK RESOURCES LTD CL B 878742204 992800 272 SH Call SOLE 272 0 0 THE REALREAL INC NOTE 1.000% 3/0 88339PAD3 670183 2041000 PRN SOLE 2041000 0 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 9630089 15423000 PRN SOLE 15423000 0 0 THE REALREAL INC NOTE 3.000% 6/1 88339PAB7 3850038 6166000 PRN OTR 1 0 6166000 0 THE REALREAL INC NOTE 1.000% 3/0 88339PAD3 314897 959000 PRN OTR 1 0 959000 0 TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 6558895 6650000 PRN OTR 1 0 6650000 0 TILRAY BRANDS INC NOTE 5.000%10/0 88688TAB6 15740360 15959000 PRN SOLE 15959000 0 0 TWO COM CL A G9152V101 461988 45072 SH OTR 1 0 45072 0 VAIL RESORTS INC COM 91879Q109 784464 3357 SH OTR 1 0 3357 0 VAIL RESORTS INC COM 91879Q109 1669410 7144 SH SOLE 7144 0 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 1099900 340 SH Call OTR 1 0 340 0 VANECK ETF TRUST GOLD MINERS ETF 92189F106 2135100 660 SH Call SOLE 660 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 2452387 2238000 PRN OTR 1 0 2238000 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 5218171 4762000 PRN SOLE 4762000 0 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 5495165 5027000 PRN OTR 1 0 5027000 0 VARONIS SYS INC NOTE 1.250% 8/1 922280AB8 11448351 10473000 PRN SOLE 10473000 0 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 5808983 6556000 PRN OTR 1 0 6556000 0 VERINT SYSTEMS INC NOTE 0.250% 4/1 92343XAC4 12359594 13949000 PRN SOLE 13949000 0 0 VOYA FINANCIAL INC COM 929089100 2286720 320 SH Put OTR 1 0 320 0 VOYA FINANCIAL INC COM 929089100 4859280 680 SH Put SOLE 680 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 1075036 1644000 PRN OTR 1 0 1644000 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 2194539 3356000 PRN SOLE 3356000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 27734604 28050000 PRN SOLE 28050000 0 0 WIX COM LTD NOTE 7/0 92940WAB5 10703284 10825000 PRN OTR 1 0 10825000 0 XOMETRY INC NOTE 1.000% 2/0 98423FAB5 6864679 10070000 PRN SOLE 10070000 0 0 XOMETRY INC NOTE 1.000% 2/0 98423FAB5 3019913 4430000 PRN OTR 1 0 4430000 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 40184065 38070000 PRN SOLE 38070000 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 15698790 14848000 PRN OTR 1 0 14848000 0